+1,071.5%
BAH vs VIG
+580.1%
+491.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | +17.3% | +4.3% | +13.0% | +13.4% |
| 3M | +14.9% | +2.0% | +12.8% | +13.0% |
| 6M | +14.2% | +10.2% | +4.1% | +5.9% |
| YTD | +5.1% | +14.8% | -9.7% | -5.8% |
| 1Y | +2.1% | +17.5% | -15.4% | -10.2% |
| 3Y | -26.0% | +67.4% | -93.4% | -51.3% |
| 5Y | +9.0% | +63.4% | -54.4% | -27.6% |
| 10Y | +208.8% | +259.9% | -51.1% | +4.0% |
| All | +1,071.5% | +580.1% | +491.4% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling